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The ghost of a naked woman helps solve the mystery of a mother and son who went missing during a road trip to Southern California; the tale of a Kentucky police helicopter that encountered a UFO in 1993 is detailed.

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A 5-year-old girl in Baltimore befriends an invisible girl named Emily, a seemingly harmless playmate who becomes malevolent toward the girl's family, and a mother and daughter encounter a mysterious girl in Florida in the debut of the documentary series exploring personal accounts of paranormal experiences.